Pages that link to "Item:Q528054"
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The following pages link to Inference in regression models with many regressors (Q528054):
Displaying 19 items.
- Hypothesis testing in linear regression when \(k/n\) is large (Q738075) (← links)
- Hahn-Hausman test as a specification test (Q738140) (← links)
- Residual bootstrap tests in linear models with many regressors (Q1739866) (← links)
- The risk inflation criterion for multiple regression (Q1896246) (← links)
- Pseudo-maximum likelihood estimators in linear regression models with fractional time series (Q2066515) (← links)
- Testing additive versus interactive effects in fixed-\(T\) panels (Q2328502) (← links)
- Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions (Q2350071) (← links)
- Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process (Q2405678) (← links)
- Factor models with many assets: strong factors, weak factors, and the two-pass procedure (Q2673198) (← links)
- Approximate inferences in multiresponse regression analysis (Q3200409) (← links)
- Inference in Linear Regression Models with Many Covariates and Heteroscedasticity (Q4559713) (← links)
- ASYMPTOTICS OF DIAGONAL ELEMENTS OF PROJECTION MATRICES UNDER MANY INSTRUMENTS/REGRESSORS (Q5349013) (← links)
- Identification strength with a large number of moments (Q5861019) (← links)
- Heteroscedasticity-Robust Inference in Linear Regression Models With Many Covariates (Q5885113) (← links)
- Bootstrap inference for instrumental variable models with many weak instruments (Q5964760) (← links)
- Joint inference based on Stein-type averaging estimators in the linear regression model (Q6108315) (← links)
- Inference on the best policies with many covariates (Q6150530) (← links)
- Testing many restrictions under heteroskedasticity (Q6175550) (← links)
- Robust inference on infinite and growing dimensional time-series regression (Q6536576) (← links)
